Sequential testing policies for complex systems under precedence constraints

Wei, Wenchao; Coolen, Kris; Leus, Roel

doi:10.1016/j.eswa.2012.07.060

Cited by 15 publications

(28 citation statements)

References 19 publications

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“…Outside of scheduling, Wei et al [57] have recently proposed two algorithms (dynamic programming and branch & bound) for computing optimal fault detection policies for k-out-of-n systems with general precedence constraints. These algorithms could be applied to precedence constrained troubleshooting as well.…”

Section: Precedence Constraintsmentioning

confidence: 99%

Scheduling results applicable to decision-theoretic troubleshooting

Lín

2015

International Journal of Approximate Reasoning

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In decision-theoretic troubleshooting, we are given a Bayesian network model of a malfunctioning device and our task is to find a repair strategy with minimal expected cost. The troubleshooting problem has received considerable attention over the past two decades. We show that several troubleshooting scenarios proposed in the literature are equivalent to well-studied machine scheduling problems. This immediately yields new complexity-theoretic and algorithmic results for troubleshooting. We also apply scheduling results to multi-agent troubleshooting. Further, we examine the so-called call service action which is often used in troubleshooting but has no natural counterpart in machine scheduling. We show that adding the call service action to basic troubleshooting models does not make the problem intractable.

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Section: Precedence Constraintsmentioning

confidence: 99%

Scheduling results applicable to decision-theoretic troubleshooting

Lín

2015

International Journal of Approximate Reasoning

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“…Creemers et al (2010) introduce the use of uniformly directed cuts (UDCs) to structure the state space. Afterwards, their approach was adopted by, among others, Wei et al (2013), who solve a sequential testing problem, and Coolen et al 2014, who solve a single-machine scheduling problem with modular projects.…”

Section: Ctmc and Sdp Recursionmentioning

confidence: 99%

Maximizing the Expected Net Present Value of a Project with Phase-Type Distributed Activity Durations: An Efficient Globally Optimal Solution Procedure

Creemers

2017

SSRN Journal

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We study projects with activities that have stochastic durations that are modeled using phase-type distributions. Intermediate cash flows are incurred during the execution of the project. Upon completion of all project activities a payoff is obtained. Because activity durations are stochastic, activity starting times cannot be defined at the start of the project. Instead, we have to rely on a policy to schedule activities during the execution of the project. The optimal policy schedules activities such that the expected net present value of the project is maximized. We determine the optimal policy using a new continuous-time Markov chain and a backward stochastic dynamic program. Although the new continuous-time Markov chain allows to drastically reduce memory requirements (when compared to existing methods), it also allows activities to be preempted; an assumption that is not always desirable. We demonstrate, however, that it is globally optimal not to preempt activities if certain conditions are met. A computational experiment confirms this finding. The computational experiment also shows that we significantly outperform current state-of-the-art procedures. On average, we improve computational efficiency by a factor of 600, and reduce memory requirements by a factor of 321.

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“…It follows that the LCFDP is also NP-hard if tests are precedence-related (Wei et al, 2013). The LCFDP arises in many practical contexts, such as the inspection of containers arriving at a port (Madigan et al, 2011) and the identification of toxic chemicals (Gowtham et al, 2012).…”

Section: Introductionmentioning

confidence: 99%

“…The LCFDP arises in many practical contexts, such as the inspection of containers arriving at a port (Madigan et al, 2011) and the identification of toxic chemicals (Gowtham et al, 2012). A literature review on the STP in general, and on the LCFDP in particular, may be found withÜnlüyurt (2004), Wei et al (2013), and Coolen et al (2014).…”

Section: Introductionmentioning

confidence: 99%

Two Sequencing Problems: Equivalence, Optimal Solution, and State-of-the-Art Results

Creemers

2017

SSRN Journal

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We show that the serial SNPV and the LCFDP are equivalent. The serial SNPV is a special case of the SNPV that tries maximize the expected NPV of a project by sequencing activities that have stochastic durations and cash flows that are incurred at the start of an activity. The LCFDP, on the other hand, minimizes the expected cost of the sequential diagnosis of a set of tests that have known execution costs and failure probabilities.

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Sequential testing policies for complex systems under precedence constraints

Cited by 15 publications

References 19 publications

Scheduling results applicable to decision-theoretic troubleshooting

Scheduling results applicable to decision-theoretic troubleshooting

Maximizing the Expected Net Present Value of a Project with Phase-Type Distributed Activity Durations: An Efficient Globally Optimal Solution Procedure

Two Sequencing Problems: Equivalence, Optimal Solution, and State-of-the-Art Results

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